Ruin Probability in a Generalized Risk Process under Rates of Interest with Dependent Structures

The aim of this paper is to build recursive and integral equations for ruin probabilities of generalized risk processes u nder rates of interest with homogenous markov chain claims and homogenous markov chain premiums, while the interest rates follow a first- order autoregressive processe. Generalized Lundberg inequalities for ruin probabilities of this processe are derive d by using recursive technique.